pargev: Estimate the Parameters of the Generalized Extreme Value...

Description

This function estimates the parameters of the Generalized Extreme Value distribution given the L-moments of the data in an L-moment object such as that returned by lmoms. The relations between distribution parameters and L-moments are seen under lmomgev.

Usage

1

Arguments

lmom

An L-moment object created by lmoms or vec2lmom.

checklmom

Should the lmom be checked for validity using the are.lmom.valid function. Normally this should be left as the default and it is very unlikely that the L-moments will not be viable (particularly in the τ_4 and τ_3 inequality). However, for some circumstances or large simulation exercises then one might want to bypass this check.

...

Other arguments to pass.

Value

An Rlist is returned.

type

The type of distribution: gev.

para

The parameters of the distribution.

source

The source of the parameters: “pargev”.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105–124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.